Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-24 15.234993 17.375166 19.668641 22.304593 25.245697 28.421474 32.105200
2025-08-31 11.855382 14.731998 18.045133 22.124477 26.991971 32.592706 39.502521
2025-09-07 10.223892 13.425140 17.285455 22.248338 28.420634 35.802737 45.253809
2025-09-14 9.181815 12.663228 17.035228 22.872113 30.396005 39.697083 51.984281
2025-09-21 8.053430 11.612583 16.248688 22.650168 31.167086 42.005007 56.717816
2025-09-28 6.855929 10.323918 15.004077 21.678582 30.829922 42.797409 59.463208
2025-10-05 6.396838 9.992395 14.991382 22.315318 32.610164 46.378323 65.954906
2025-10-12 5.943743 9.615209 14.866092 22.756952 34.110055 49.613355 72.085343
2025-10-19 5.381953 9.016997 14.364393 22.604875 34.735635 51.641788 76.609868
2025-10-26 4.873413 8.447779 13.851123 22.381213 35.215526 53.450979 80.861579
2025-11-02 4.487918 8.033302 13.531586 22.409013 36.038862 55.752247 85.867598
2025-11-09 4.180752 7.715361 13.331153 22.592192 37.082544 58.390289 91.432686
2025-11-16 3.840537 7.318876 12.987143 22.542988 37.790393 60.597026 96.511686
2025-11-23 3.506258 6.901569 12.576942 22.357142 38.268284 62.471103 101.163729
2025-11-30 3.266433 6.625795 12.374667 22.483587 39.223978 65.080739 106.986697
2025-12-07 3.135827 6.535184 12.476241 23.112614 41.005589 69.018088 114.966858
2025-12-14 2.876201 6.179605 12.090993 22.888805 41.373406 70.747344 119.571887
2025-12-21 2.527172 5.618681 11.298851 21.908152 40.423755 70.333688 120.775556
2025-12-28 2.443986 5.571702 11.430142 22.550815 42.231060 74.399580 129.217210
2026-01-04 2.339082 5.470918 11.453195 22.996524 43.713776 77.981283 136.987174
2026-01-11 2.165193 5.211275 11.158075 22.843046 44.141880 79.833193 141.995733
2026-01-18 1.997471 4.948231 10.836342 22.617314 44.423970 81.440037 146.638908
2026-01-25 1.872395 4.765382 10.657221 22.645372 45.153142 83.815098 152.619404